Place scallops in bowl.Squeeze limes or lime juice over the scallops until scallops are completely covered in lime juice. Refrigerate scallops in lime juice at least 6 hours. If you do this in the morning, your appetizers will be ready for dinner and only takes seconds to prepare.
Take egg roll wrappers, Cut 4 squares out of each sheet. Cut in half and then in half again to have uniform sized squares.
Heat oil in a pan, fry the squares, flipping quickly until light golden brown. (Don't try to put all squares in at once, they fry super quickly and you may burn some trying to cook all of them at once. this only takes a few seconds each. Set squares on a paper towel to drain off excess oil.
Place bacon on several paper towels and cover with several more paper towels. Put in the microwave for approximately 4 minutes. Check on them because Microwaves vary.
When ready cut bacon so that each piece of bacon fits on the fried squares. I actually use scissors and cut the bacon, you could break the bacon as well.
In a small bowl, mix mayonaise and a few drops of chili oil. (add more chili oil if you like things really hot!).
You are now ready to assemble your appetizer.Take a fried square then place bacon on top, then drain the lime juice from the scallops,place one or two scallops on top of the bacon. Now add a dollop of mayonaise mixture.